MultivariateStatistics`
MultivariateStatistics`
GeneralizedVariance
GeneralizedVariance[matrix]
gives the generalized variance for matrix.
更多信息和选项
- To use GeneralizedVariance, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- GeneralizedVariance[matrix] effectively gives the determinant of the covariance matrix for matrix.
- For numeric matrix, GeneralizedVariance[matrix] is equal to Apply[Times,Variance[PrincipalComponents[matrix]]].
范例
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Wolfram Research (2007),GeneralizedVariance,Wolfram 语言函数,https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html.
文本
Wolfram Research (2007),GeneralizedVariance,Wolfram 语言函数,https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html.
CMS
Wolfram 语言. 2007. "GeneralizedVariance." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html.
APA
Wolfram 语言. (2007). GeneralizedVariance. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/MultivariateStatistics/ref/GeneralizedVariance.html 年